gen_net: Simulate a Partial Correlation Matrix

In donaldRwilliams/GGMnonreg: Non-Regularized Gaussian Graphical Models

Description

Simulate a Partial Correlation Matrix

Usage

gen_net(p = 20, edge_prob = 0.3, lb = 0.05, ub = 0.3)

Arguments

p	number of variables (nodes)
edge_prob	connectivity
lb	lower bound for the partial correlations
ub	upper bound for the partial correlations

Value

A list containing the following:

• pcor: Partial correlation matrix, encoding the conditional (in)dependence structure.

• cors: Correlation matrix.

• adj: Adjacency matrix.

• trys: Number of attempts to obtain a positive definite matrix.

Note

The function checks for a valid matrix (positive definite), but sometimes this will still fail. For example, for larger p, to have large partial correlations this requires a sparse GGM (accomplished by setting edge_prob to a small value).

Examples

true_net <- gen_net(p = 10)

donaldRwilliams/GGMnonreg documentation built on Nov. 13, 2021, 9:57 a.m.